Partial Information Simulations

Hi all,

can someone explain what are the variables included in the oo_.dr.PI_ghx and oo_.dr.PI_ghu matrices that come with the partial_information option? I am trying to simulate a partial information model, feeding it with a simulated sequence for exogenous shocks, but I am not able to to identify the ordering of variables in the above mentioned matrices. More precisely, what I get is that the matrices contain more rows than the endogenous variables in the model.

thanks in advance


Did you read this pdf Partial information implementation in Dynare?


I will. Thanks a lot!